Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 81'096 | 50'000 | 52'100 CHF | 32'641 CHF | 100.00% | 100.00% |
07.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'555 | 50'000 | 53'140 CHF | 31'599 CHF | 97.33% | 97.33% |
06.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 128'870 | 50'000 | 129'775 | 50'000 | 47'951 CHF | 18'977 CHF | 100.00% | 100.00% |
03.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 130'019 | 50'000 | 131'073 | 50'000 | 46'135 CHF | 18'116 CHF | 98.64% | 98.64% |
02.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 137'686 | 50'000 | 136'949 | 50'000 | 37'574 CHF | 14'220 CHF | 99.13% | 99.13% |
30.04.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 137'761 | 50'000 | 136'000 | 50'000 | 39'334 CHF | 14'964 CHF | 100.00% | 100.00% |
29.04.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 136'962 | 50'000 | 137'476 | 50'000 | 36'946 CHF | 13'941 CHF | 100.00% | 100.00% |
26.04.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 140'235 | 50'000 | 139'593 | 50'000 | 33'501 CHF | 12'500 CHF | 99.60% | 99.60% |
25.04.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 140'811 | 50'000 | 139'964 | 50'000 | 32'773 CHF | 12'211 CHF | 99.43% | 99.43% |
24.04.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 140'117 | 50'000 | 139'742 | 50'000 | 33'531 CHF | 12'499 CHF | 100.00% | 100.00% |